Ferrari NV APARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:29.14% (-0.86%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0541 | 11.03 | |
| 0.0326 | 12.17 | |
| 0.9450 | 197.86 | |
| 1.0000 | 170.36 | |
| 0.7259 | 11.19 |
Estimation Period:
Jan 4, 2016 to Feb 6, 2026
Jan 4, 2016 to Feb 6, 2026
News Impact Curve
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